+553.0%
CBRE vs XME
+242.3%
+310.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -2.2% | +6.0% | -8.2% | -6.9% |
| 3M | +12.9% | -7.7% | +20.6% | +16.5% |
| 6M | +4.3% | +1.0% | +3.4% | -0.6% |
| YTD | -8.0% | +14.6% | -22.7% | -21.3% |
| 1Y | -8.6% | +46.0% | -54.5% | -35.8% |
| 3Y | +71.9% | +127.0% | -55.1% | -17.2% |
| 5Y | +50.0% | +175.8% | -125.8% | -42.3% |
| 10Y | +390.1% | +414.6% | -24.6% | -3.1% |
| All | +553.0% | +242.3% | +310.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling